| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2196852.7609 | -108861.5888 | -2087991.1721 | 588700.4872 | -11303336.5255 | 11892037.0126 |
| Total P&L (%) | -2196.8528 | -108.8616 | -2087.9912 | 588.7005 | -11303.3365 | 11892.037 |
| Avg Daily Profit (%) | -1.2201 | -0.0605 | -1.1597 | 0.1072 | 0 | 0.2662 |
| Buy And Hold Return (%) | 265.211 | 265.211 | 265.211 | 265.211 | 265.211 | 265.211 |
| Max Trade Drawdown | -2351247 | -231109 | -2186931 | -23786357 | -21561775 | -4854075 |
| Profit Factor | 0.1744 | 0.6622 | 0.1072 | 1.0165 | 0.529 | 2.0221 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 40 | 17 | 23 | 42 | 18 | 24 |
| Losing Trades | 20 | 13 | 7 | 18 | 12 | 6 |
| Profitability (%) | 66.6667 | 56.6667 | 76.6667 | 70 | 60 | 80 |
| Ratio Avg Win / Avg Loss | 0.0872 | 0.5064 | 0.0326 | 0.4357 | 0.3526 | 0.5055 |
| Largest Winning Trade | 64461 | 64461 | 30712 | 16161801 | 9464158 | 16161801 |
| Largest Losing Trade | -1091989 | -63590 | -1091989 | -10012228 | -10012228 | -4854075 |
| Avg Bars in Trades | 172 | 176 | 168 | 172 | 176 | 168 |
| Avg Bars in Winners | 86 | 63 | 104 | 100 | 77 | 117 |
| Avg Bars in Losers | 343 | 323 | 379 | 340 | 324 | 371 |
| Bars Traded | 10338 | 5282 | 5056 | 10338 | 5282 | 5056 |
| Profit Streak | 168.0265 | 168.0265 | 294.5265 | 168.0265 | 168.0265 | 294.5265 |
| Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -750592 | -578578 | -575956 | -428242 | -578146 | 537188 |
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607428800000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042292285,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.71154
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-2196852.760925588,
-108861.588792558,
-2087991.1721330294,
588700.4871902384,
-11303336.525454354,
11892037.01264459
],
[
-2196.852761,
-108.861589,
-2087.991172,
588.700487,
-11303.336525,
11892.037013
],
[
-1.220135,
-0.060462,
-1.159673,
0.10723,
0,
0.266215
],
[
265.211031,
265.211031,
265.211031,
265.211031,
265.211031,
265.211031
],
[
-2351247,
-231109,
-2186931,
-23786357,
-21561775,
-4854075
],
[
0.174445,
0.662212,
0.107232,
1.016522,
0.528971,
2.022109
],
[
60,
30,
30,
60,
30,
30
],
[
40,
17,
23,
42,
18,
24
],
[
20,
13,
7,
18,
12,
6
],
[
66.666667,
56.666667,
76.666667,
70,
60,
80
],
[
0.087222,
0.506398,
0.032636,
0.435652,
0.352647,
0.505527
],
[
64461,
64461,
30712,
16161801,
9464158,
16161801
],
[
-1091989,
-63590,
-1091989,
-10012228,
-10012228,
-4854075
],
[
172,
176,
168,
172,
176,
168
],
[
86,
63,
104,
100,
77,
117
],
[
343,
323,
379,
340,
324,
371
],
[
10338,
5282,
5056,
10338,
5282,
5056
],
[
168.026531,
168.026531,
294.526531,
168.026531,
168.026531,
294.526531
],
[
9,
4,
6,
9,
4,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-750592,
-578578,
-575956,
-428242,
-578146,
537188
]
]
}
{
"trading_pair": "AXS_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10803,
"evaluation_days": 1800.5,
"actual_first_datapoint_time": 1604491200000,
"first_datapoint_time": 1607428800000,
"last_datapoint_time": 1760040000000,
"evaluation_time": 1760042292285,
"expiration_time": 1764706896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 205,
"offset": 0,
"a": 0.71154
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|